CME Canadian Dollar Future June 2011


Show Legacy Chart
Trading Metrics calculated at close of trading on 10-Nov-2010
Day Change Summary
Previous Current
09-Nov-2010 10-Nov-2010 Change Change % Previous Week
Open 0.9900 0.9930 0.0030 0.3% 0.9803
High 0.9961 0.9950 -0.0011 -0.1% 0.9950
Low 0.9866 0.9912 0.0046 0.5% 0.9776
Close 0.9920 0.9951 0.0031 0.3% 0.9939
Range 0.0095 0.0038 -0.0057 -60.0% 0.0174
ATR 0.0063 0.0061 -0.0002 -2.8% 0.0000
Volume 19 20 1 5.3% 343
Daily Pivots for day following 10-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0052 1.0039 0.9972
R3 1.0014 1.0001 0.9961
R2 0.9976 0.9976 0.9958
R1 0.9963 0.9963 0.9954 0.9970
PP 0.9938 0.9938 0.9938 0.9941
S1 0.9925 0.9925 0.9948 0.9932
S2 0.9900 0.9900 0.9944
S3 0.9862 0.9887 0.9941
S4 0.9824 0.9849 0.9930
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0410 1.0349 1.0035
R3 1.0236 1.0175 0.9987
R2 1.0062 1.0062 0.9971
R1 1.0001 1.0001 0.9955 1.0032
PP 0.9888 0.9888 0.9888 0.9904
S1 0.9827 0.9827 0.9923 0.9858
S2 0.9714 0.9714 0.9907
S3 0.9540 0.9653 0.9891
S4 0.9366 0.9479 0.9843
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9961 0.9866 0.0095 1.0% 0.0042 0.4% 89% False False 92
10 0.9961 0.9671 0.0290 2.9% 0.0044 0.4% 97% False False 67
20 0.9961 0.9600 0.0361 3.6% 0.0049 0.5% 97% False False 58
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0112
2.618 1.0049
1.618 1.0011
1.000 0.9988
0.618 0.9973
HIGH 0.9950
0.618 0.9935
0.500 0.9931
0.382 0.9927
LOW 0.9912
0.618 0.9889
1.000 0.9874
1.618 0.9851
2.618 0.9813
4.250 0.9751
Fisher Pivots for day following 10-Nov-2010
Pivot 1 day 3 day
R1 0.9944 0.9939
PP 0.9938 0.9926
S1 0.9931 0.9914

These figures are updated between 7pm and 10pm EST after a trading day.

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